How accurate are confidence intervals for impulse responses in large VAR models?
Year of publication: |
2000
|
---|---|
Authors: | Kilian, Lutz ; Chang, Pao-Li |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 69.2000, 3, p. 299-307
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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